On Second Order of Accuracy Difference Scheme of the Approximate Solution of Nonlocal Elliptic-Parabolic Problems

Abstract

A second order of accuracy difference scheme for the approximate solution of the abstract nonlocal boundary value problem−d2u(t)/dt2+Au(t)=g(t),(0≤t≤1),du(t)/dt−Au(t)=f(t),(−1≤t≤0),u(1)=u(−1)+μfor differential equations in a Hilbert spaceHwith a self-adjoint positive definite operatorAis considered. The well posedness of this difference scheme in Hölder spaces is established. In applications, coercivity inequalities for the solution of a difference scheme for elliptic-parabolic equations are obtained and a numerical example is presented.